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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$114B
AUM Growth
+$8.81B
Cap. Flow
+$2.8B
Cap. Flow %
2.45%
Top 10 Hldgs %
15.97%
Holding
4,052
New
175
Increased
2,320
Reduced
1,403
Closed
113

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$217M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$157M
3
IUSV icon
iShares Core S&P US Value ETF
IUSV
+$134M
4
BAP icon
Credicorp
BAP
+$79.9M
5
JNJ icon
Johnson & Johnson
JNJ
+$51.8M

Top Sells

Rank Stock Value
1
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$170M
2
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$161M
3
WFC icon
Wells Fargo
WFC
+$123M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$60.9M
5
XL
XL Group Ltd.
XL
+$55.8M

Sector Composition

Rank Sector Weight
1 Technology 14.79%
2 Financials 13.98%
3 Healthcare 12.2%
4 Consumer Discretionary 8.82%
5 Industrials 8.57%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHOP icon
1851
Shopify
SHOP
$169B
$4.18M ﹤0.01%
254,180
-67,860
-21% -$1.03M
HVT icon
1852
Haverty Furniture Companies
HVT
$421M
$4.17M ﹤0.01%
188,592
+66,818
+55% +$1.44M
FRPT icon
1853
Freshpet
FRPT
$3.01B
$4.17M ﹤0.01%
113,555
+35,324
+45% +$1.16M
MMT
1854
Aberdeen Multi-Market Income Fund
MMT
$238M
$4.17M ﹤0.01%
753,094
+3,492
+0.5% +$19.6K
ATHM icon
1855
Autohome
ATHM
$2.65B
$4.16M ﹤0.01%
53,683
-2,241
-4% -$198K
OTTR icon
1856
Otter Tail
OTTR
$3.93B
$4.16M ﹤0.01%
86,771
-971
-1% -$46.9K
HUD
1857
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$4.16M ﹤0.01%
184,158
+133,678
+265% +$2.59M
VSAT icon
1858
Viasat
VSAT
$10.2B
$4.15M ﹤0.01%
64,952
+5,640
+10% +$371K
LABL
1859
DELISTED
Multi-Color Corp
LABL
$4.15M ﹤0.01%
66,729
+3,742
+6% +$239K
UA icon
1860
Under Armour Class C
UA
$2.97B
$4.15M ﹤0.01%
213,121
+327
+0.2% +$6.31K
BAK icon
1861
Braskem
BAK
$944M
$4.14M ﹤0.01%
143,544
+12,056
+9% +$343K
AWF
1862
AllianceBernstein Global High Income Fund
AWF
$871M
$4.14M ﹤0.01%
355,522
+6,668
+2% +$77.4K
ROIC
1863
DELISTED
Retail Opportunity Investments Corp.
ROIC
$4.14M ﹤0.01%
221,756
+20,799
+10% +$397K
RUSHA icon
1864
Rush Enterprises Class A
RUSHA
$6.13B
$4.13M ﹤0.01%
236,432
-9,986
-4% -$191K
INDB icon
1865
Independent Bank
INDB
$4.1B
$4.13M ﹤0.01%
49,935
-3,886
-7% -$339K
PLUS icon
1866
ePlus
PLUS
$2.42B
$4.12M ﹤0.01%
88,982
-1,578
-2% -$78.8K
COKE icon
1867
Coca-Cola Consolidated
COKE
$13B
$4.12M ﹤0.01%
225,880
+61,420
+37% +$984K
VGT icon
1868
Vanguard Information Technology ETF
VGT
$136B
$4.12M ﹤0.01%
162,536
-81,536
-33% -$1.98M
FIBK icon
1869
First Interstate BancSystem
FIBK
$3.7B
$4.11M ﹤0.01%
91,743
-1,187
-1% -$52.9K
HNP
1870
DELISTED
Huaneng Power Intl, Inc.
HNP
$4.11M ﹤0.01%
158,633
+6,946
+5% +$188K
EFII
1871
DELISTED
Electronics for Imaging
EFII
$4.1M ﹤0.01%
120,371
-4,369
-4% -$148K
QDEL icon
1872
QuidelOrtho
QDEL
$1.14B
$4.1M ﹤0.01%
62,880
-36,989
-37% -$2.59M
CPF icon
1873
Central Pacific Financial
CPF
$1.02B
$4.1M ﹤0.01%
154,980
-23,029
-13% -$652K
CTBI icon
1874
Community Trust Bancorp
CTBI
$1.42B
$4.08M ﹤0.01%
88,062
+10,002
+13% +$493K
CYH icon
1875
Community Health Systems
CYH
$393M
$4.08M ﹤0.01%
1,179,311
-22,367
-2% -$72.8K
73 74
75
76 77

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2018 Portfolio in Review

As of Q3 2018, Parametric Portfolio Associates held 4,052 positions worth $114B, up 8.3% from $106B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2018 filing shows 175 new, 2,320 increased, 1,403 reduced and 113 closed positions. Its largest new stake was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M. The largest sale was iShares MSCI EAFE Small-Cap ETF, an estimated $170M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2018 buy was iShares Core S&P US Value ETF: 2,394,547 shares worth $135M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2018, an estimated $217M increase.
  • Parametric Portfolio Associates's biggest Q3 2018 reduction was iShares MSCI EAFE Small-Cap ETF, cutting an estimated $170M.
  • Parametric Portfolio Associates fully exited XL Group Ltd. in Q3 2018, selling an estimated $55.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $114B portfolio in Q3 2018.
  • Parametric Portfolio Associates opened 175 new positions and closed 113 in Q3 2018.
  • Parametric Portfolio Associates's portfolio value rose 8.3% quarter-over-quarter to $114B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2018, filed 13 Nov 2018.